+115.4%
AMD vs ROP
+6.9%
+108.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -8.4% |
| 7D | +18.9% | +0.7% | +18.2% | +19.8% |
| 30D | -6.4% | +28.8% | -35.2% | +15.9% |
| 3M | +10.6% | +21.1% | -10.5% | +31.7% |
| 6M | +19.9% | +52.5% | -32.7% | +65.2% |
| YTD | +149.4% | +8.9% | +140.5% | +181.4% |
| 1Y | +115.4% | +8.2% | +107.1% | +142.1% |
| All | +115.4% | +6.9% | +108.5% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling